Course detail

Partial Differential Equations

FSI-SPD Acad. year: 2024/2025 Winter semester

The course deals with the following topics: 
Partial differential equations – basic concepts. The first-order equations. The Cauchy problem for the k-th order equation. Transformation, classification and canonical form of the second-order equations.
Derivation of selected equations of mathematical physics (heat conduction, wave equation, variational prinsiple), formulation of initial and boundary value problems.
The classical methods: method of characteristics, The Fourier series method, integral transform method, the Green function method. Maximum principles. Properties of the solutions to the elliptic, parabolic and hyperbolic equations.

Learning outcomes of the course unit

Prerequisites

Planned learning activities and teaching methods

Assesment methods and criteria linked to learning outcomes

Language of instruction

Czech

Aims

The aim of the subject is to provide students with the basic knowledge of the partial differential equations, their basic properties, methods of solving them, and their application in mathematical modelling. Another goal is to teach the students to formulate and solve simple problems for mathematical physics equations.
Revision and deepening of the knowledge of Ordinary Differential Equations. Elements of the theory of Partial Differential Equations and survey of their application to the mathematical modelling. Ability to formulate mathematical model of the selected problems of mathematical physics and to compute the solution or propose an algorithm for numerical solution.

Specification of controlled education, way of implementation and compensation for absences

The study programmes with the given course

Programme B-MAI-P: Mathematical Engineering, Bachelor's
branch ---: no specialisation, 5 credits, compulsory

Programme C-AKR-P: , Lifelong learning
branch CZS: , 5 credits, elective

Type of course unit

 

Lecture

26 hours, compulsory

Teacher / Lecturer

Syllabus

Exercise

26 hours, compulsory

Teacher / Lecturer

Syllabus

1 O.D.E., solution of the 1st order equations and higher order linear equations.
2 Solution of systems of linear O.D.E., stability of the solution.
3 The phase portrait of solutions to autonomous system.
4 P.D.E., solving of the 1st order equations.
5 Written test 1, classification of 2nd order equations.
6 Formulation of problems related to the heat equation.
7 Formulation of problems related to the wave equation.
8 Derivation of membrane equation via variational principle.
9 Solving problems by the method of characteristics.
10 Solving problems by the Fourier series method.
11 Written test 2.
12 Using the Green function method, harmonic functions.
13 Properties of the solutions, course-credits.